WATL.L vs. AQWA
Compare and contrast key facts about Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and Global X Clean Water ETF (AQWA).
WATL.L and AQWA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WATL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Water TR. It was launched on Oct 10, 2007. AQWA is a passively managed fund by Global X that tracks the performance of the Solactive Global Clean Water Industry Index. It was launched on Apr 8, 2021. Both WATL.L and AQWA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WATL.L or AQWA.
Key characteristics
| WATL.L | AQWA | |
|---|---|---|
| YTD Return | 12.33% | 12.31% |
| 1Y Return | 20.48% | 26.22% |
| 3Y Return (Ann) | 4.08% | 3.32% |
| Sharpe Ratio | 1.84 | 1.88 |
| Sortino Ratio | 2.66 | 2.71 |
| Omega Ratio | 1.32 | 1.32 |
| Calmar Ratio | 2.46 | 1.90 |
| Martin Ratio | 5.49 | 8.62 |
| Ulcer Index | 3.74% | 3.20% |
| Daily Std Dev | 11.11% | 14.65% |
| Max Drawdown | -28.96% | -29.44% |
| Current Drawdown | -0.41% | -1.56% |
Correlation
The correlation between WATL.L and AQWA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WATL.L vs. AQWA - Performance Comparison
The year-to-date returns for both stocks are quite close, with WATL.L having a 12.33% return and AQWA slightly lower at 12.31%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
WATL.L vs. AQWA - Expense Ratio Comparison
WATL.L has a 0.60% expense ratio, which is higher than AQWA's 0.50% expense ratio.
Risk-Adjusted Performance
WATL.L vs. AQWA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) and Global X Clean Water ETF (AQWA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
WATL.L vs. AQWA - Dividend Comparison
WATL.L's dividend yield for the trailing twelve months is around 0.75%, less than AQWA's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WATL.L Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist | 0.75% | 0.84% | 0.42% | 0.63% | 1.22% | 1.59% | 2.06% | 1.60% | 2.21% | 2.43% | 1.17% | 1.84% |
AQWA Global X Clean Water ETF | 1.24% | 1.53% | 1.56% | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WATL.L vs. AQWA - Drawdown Comparison
The maximum WATL.L drawdown since its inception was -28.96%, roughly equal to the maximum AQWA drawdown of -29.44%. Use the drawdown chart below to compare losses from any high point for WATL.L and AQWA. For additional features, visit the drawdowns tool.
Volatility
WATL.L vs. AQWA - Volatility Comparison
The current volatility for Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) is 2.96%, while Global X Clean Water ETF (AQWA) has a volatility of 4.57%. This indicates that WATL.L experiences smaller price fluctuations and is considered to be less risky than AQWA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.